Well, to be honest, you must change the system setting so that the warnings are not shown. Your driver is not signed by Microsoft, which means that Windows will keep throwing the warning for the system's protection (so that no rogue drivers are installed). That's a security measure and I'm glad it's there... I wouldn't like to have a driver loaded into my system without my knowledge (especially if that driver has been made by an unknown person)

The ClassGuid is used by Windows so that the system knows which category your driver belongs to. More information can be found here:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/install/hh/install/setup-cls_f7544122-69a3-4b34-85f5-db3714408026.xml.asp

If you comment that part out, Windows will NOT (to my knowledge) install your driver. Try to see if your driver is working with that method - normally it shouldn't

As for your question about the CAT files: they're created by Microsoft and, if present (and correct, of course), it means that your driver is digitally signed by Microsoft and hence no warning will be displayed

More information can be found here:
http://www.msfn.org/board/lofiversion/index.php/t46573.html